+933.2%
EMR vs BNS
+1,492.9%
-559.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | -1.5% | +1.5% | -3.1% | -2.5% |
| 30D | -5.6% | +6.0% | -11.6% | -9.4% |
| 3M | +7.9% | +16.3% | -8.4% | -2.5% |
| 6M | +6.0% | +28.8% | -22.7% | -10.2% |
| YTD | +16.4% | +30.0% | -13.5% | -2.1% |
| 1Y | +16.6% | +50.7% | -34.1% | -11.0% |
| 3Y | +62.9% | +125.4% | -62.5% | -5.5% |
| 5Y | +60.1% | +94.2% | -34.1% | +1.2% |
| 10Y | +268.7% | +182.8% | +85.9% | +84.6% |
| All | +933.2% | +1,492.9% | -559.7% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling